Dear Statalist,
I have the model: Y1=X1*b1, Y2=X2*b1. I want to estimate these two equations
by least squares subject to constraint that b1=b2 , that is I want to
estimate
the equation: [Y1 = [X1 *b
Y2] X2]
Please, let me know how to do this in Stata.
Thank you!
Olena

I just tried the following, and it SEEMED to work ok. Nonetheless, it
would be nice if someone confirmed that this was the way to go. (Are you
sure you want to use OLS, as opposed to reg3's default, which is 3 stage
least squares? Read the help for -reg3-)